Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51621.62 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48422.56 Kr¶

PnL: ---------------------------------------> -665.01 Kr¶

DD now: ---------------------------------> -0.621 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 16:39:42.458738'

Anic Portfolio¶

Today¶

Return: -0.034 %¶

This Week¶

Return: 8.615 %¶

Total¶

Return: 68.996 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.580000 3369.600000 189.600000 5.960000 3180.000006
HMS Networks 2 4.270000 811.600000 138.600000 20.590000 673.000000
Nordea Bank Abp 29 1.020000 3567.580000 113.580000 3.290000 3453.999992
HEBA B 70 1.570000 2716.000000 80.000000 3.030000 2636.000010
SAAB B 8 0.940000 3448.800000 71.800000 2.130000 3377.000000
Swedbank A 3 3.190000 620.400000 56.400000 10.000000 564.000000
Fasadgruppen Group 38 0.730000 4195.200000 54.200000 1.310000 4140.999992
Resurs Holding 22 1.300000 619.300000 45.300000 7.890000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 3.530000 393.300000 38.300000 10.790000 355.000000
AcadeMedia 12 -0.320000 589.440000 32.440000 5.820000 557.000004
Norva24 Group 16 -1.390000 568.000000 25.000000 4.600000 543.000000
Intrum 4 2.220000 551.400000 24.400000 4.630000 527.000000
OEM International B 7 1.030000 548.100000 20.100000 3.810000 527.999997
Securitas B 6 1.830000 582.480000 12.480000 2.190000 570.000000
Eastnine 4 0.320000 502.400000 11.400000 2.320000 491.000000
Sampo Oyj SDB 7 1.010000 3860.500000 10.500000 0.270000 3850.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Coor Service Management Hold. 8 1.200000 540.400000 8.400000 1.580000 532.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Boozt 12 1.550000 1656.000000 2.000000 0.120000 1653.999996
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.000000 247.200000 1.200000 0.490000 246.000000
Corem Property Group B 59 2.560000 578.200000 1.200000 0.210000 576.999999
Handelsbanken A 5 0.510000 547.000000 1.000000 0.180000 546.000000
Midsona B 63 0.220000 576.450000 -6.550000 -1.120000 582.999984
CTEK 13 1.200000 505.830000 -28.170000 -5.280000 533.999999
International Petroleum Corp. 5 -0.890000 557.500000 -37.070000 -6.230000 594.565215
Essity B 2 -1.780000 535.700000 -38.300000 -6.670000 574.000000
Vivesto 1368 -0.100000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -1.650000 1074.000000 -75.000000 -6.530000 1149.000000
Beijer Electronics Group 27 -1.440000 2959.200000 -124.800000 -4.050000 3083.999994
OX2 22 4.290000 1845.800000 -143.200000 -7.200000 1989.000002
Axfood 15 -4.610000 3847.500000 -452.500000 -10.520000 4300.000005
Ovzon 64 -3.010000 3296.000000 -700.000000 -17.520000 3996.000000
TOTAL 48422.560000 -665.010000 -0.62136% 49087.564636

Updated:¶

'2023-02-01 16:39:55.509149'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶